LAS VEGAS -- In a perfect world, the ideal ending to the storybook season of the expansion Vegas Golden Knights ends with the Stanley Cup being the main attraction during a victory parade down the famed Las Vegas Strip.

That may still happen but it will take another pinch-me moment in a season full of them for the self-proclaimed "Golden Misfits."

Vegas enters Game 5 of the Stanley Cup Final with the Washington Capitals on Thursday night at T-Mobile Arena trailing the best-of-seven series 3-1 and will need to win three games in a row to hoist hockey's most coveted piece of silverware.

But Vegas, which has already put together two five-game win streaks in the playoffs, has thrived in the underdog role in its debut season.

"It shows that you can do it," Golden Knights coach Gerard Gallant said. "We've done it against good hockey teams. Play our game, you get some breaks, and you keep working hard and hopefully it turns for us."

"A lot of people didn't think we would win that many games this year or make it to the playoffs, and we find ourselves here," forward James Neal said after practice on Wednesday. "So I think for sure we have the ability to prove people wrong. We've done that all year."

The Golden Knights have lost three in a row to Alex Ovechkin and company, including an ugly 6-2 loss on Monday night at Capital One Arena. Vegas has never lost four games in a row in its brief history.

"I think we have great character in this room and we've shown it all season long," Golden Knights goalie Marc-Andre Fleury said. "We'll be ready for Game 5."

Vegas is 7-2 on its home ice during the playoffs but lost 3-2 on May 30 in its last game there. That contest featured a remarkable game-saving, diving stick save by Washington goalie Braden Holtby on Alex Tuch in front of a wide-open net that ranks as the turning point of the series so far.

Washington is 9-3 on the road in the playoffs, just one off the NHL record of 10 road wins accomplished four times, most recently by the Los Angeles Kings in 2012. Over 70,000 people tried to get tickets to attend a Game 5 watch party at Capital One Arena with the hopes that they'll see the Capitals clinch their first Stanley Cup.

"It feels nice but it's not over yet," Ovechkin, who has 14 goals and 12 assists in the playoffs, said of needing just one more victory to win the Stanley Cup. "I don't think it's pressure on us. I think it's pressure on both teams the same way. We just have to manage it. We have to concentrate, and we have to play our best to get it done."

Washington coach Barry Trotz agreed.

"You just focus on the next game," he said. "I can't tell you what's going to happen (Thursday night) but I can tell you that you're going to need your best game if you want to get it done."

Neal made it clear the Golden Knights still believe that they can win the series.

"We know we haven't played our game (in) the first four games," Neal said. "We have a lot more to give for sure. We've got to take it one game at a time. We can't win all three games in Game 5. We've got to come out strong, take it period by period, and just focus on it one minute at a time."